+2,302.1%
MULL vs LH
+31.0%
+2,271.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -2.3% |
| 7D | -8.4% | -4.7% | -3.7% | -4.9% |
| 30D | +9.7% | -3.5% | +13.2% | +12.5% |
| 3M | -26.8% | +17.7% | -44.5% | -36.1% |
| 6M | +220.7% | +15.8% | +204.9% | +181.5% |
| YTD | +509.0% | +25.1% | +483.9% | +375.1% |
| 1Y | +1,739.5% | +12.5% | +1,727.0% | +1,524.0% |
| All | +2,302.1% | +31.0% | +2,271.2% | +1,327.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling